A bicycle mounted headlight is a legal requirement for on-road use in many jurisdictions. I'd consider one essential regardless of the law, in addition to a powerful rear light. For inexpensive battery powered lights, I tend to favour Smart brand equipment - the lights are reasonably bright (especially the rear) and have a good beam pattern.
A head mounted flashlight can be a useful addition, particularly for off-road use, but should always be seen as a secondary light. Powerful head mounted lamps tend to have a very narrow beam pattern, which can deprive you of peripheral vision and limit your ability to spot potential hazards.